I am using OS Microsoft Windows 11 and downloaded the necessary drivers. When I follow the steps to upload pictures and get to the Direct Transfer stage, there is no option that pops up for Direct Transfer. I checked my Device Manager and it shows the camera is connected. How do I download photos to my computer?
Definitely easier and faster to get a card reader (it is unlikely your PC has a built-in one), these are still cheaply available, but I would get a couple and keep one as a spare to future-proof, also get a couple of CF cards - they are not going to get any cheaper and may become more scarce over time.
Simply turn off your camera, remove the card, plug it into the card reader. The PC will see the card as a new drive. Your images will be in folder on that drive called DCIM. Using your File Manager or My Computer, you can then view, copy etc. your images to anywhere on your PC. This saves your camera battery, has fewer steps and is faster transfer.
When you have finished and want to get space back on your card, use the EJECT feature in Windows File Manager (Right-click on the icon for the drive and select Eject from the menu), remove the card. Once it is back in your camera, format the card clean using the camera. Don't do formats with the computer.